UBS Call 84 BNR 20.09.2024/  CH1319924481  /

EUWAX
7/8/2024  8:37:10 AM Chg.-0.002 Bid9:00:26 AM Ask9:00:26 AM Underlying Strike price Expiration date Option type
0.001EUR -66.67% 0.001
Bid Size: 25,000
-
Ask Size: -
BRENNTAG SE NA O.N. 84.00 EUR 9/20/2024 Call
 

Master data

WKN: UM2R50
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 EUR
Maturity: 9/20/2024
Issue date: 2/1/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6,400.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -2.00
Time value: 0.00
Break-even: 84.01
Moneyness: 0.76
Premium: 0.31
Premium p.a.: 2.69
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.01
Theta: 0.00
Omega: 32.29
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month     0.00%
3 Months
  -99.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.012 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,780.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -